Numerical analysis of a free-boundary singular control problem in financial economics

Bibliographic Details
Main Authors: Hindy, Ayman., Huang, Chi-fu, Zhu, Hang
Format: Working Paper
Published: Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology 2009
Online Access:http://hdl.handle.net/1721.1/48618
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author Hindy, Ayman.
Huang, Chi-fu
Zhu, Hang
author_facet Hindy, Ayman.
Huang, Chi-fu
Zhu, Hang
author_sort Hindy, Ayman.
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institution Massachusetts Institute of Technology
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spelling mit-1721.1/486182019-04-10T23:38:12Z Numerical analysis of a free-boundary singular control problem in financial economics Hindy, Ayman. Huang, Chi-fu Zhu, Hang 2009-10-03T06:39:46Z 2009-10-03T06:39:46Z 1993 Working Paper numericalanalysi00hind http://hdl.handle.net/1721.1/48618 29192322 000665054 Working paper (Sloan School of Management) ; 3615. application/pdf Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
spellingShingle Hindy, Ayman.
Huang, Chi-fu
Zhu, Hang
Numerical analysis of a free-boundary singular control problem in financial economics
title Numerical analysis of a free-boundary singular control problem in financial economics
title_full Numerical analysis of a free-boundary singular control problem in financial economics
title_fullStr Numerical analysis of a free-boundary singular control problem in financial economics
title_full_unstemmed Numerical analysis of a free-boundary singular control problem in financial economics
title_short Numerical analysis of a free-boundary singular control problem in financial economics
title_sort numerical analysis of a free boundary singular control problem in financial economics
url http://hdl.handle.net/1721.1/48618
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AT huangchifu numericalanalysisofafreeboundarysingularcontrolprobleminfinancialeconomics
AT zhuhang numericalanalysisofafreeboundarysingularcontrolprobleminfinancialeconomics